Quant BuffetRelax, Not Over Thinking

Environmental Machine Learning Strategy in Equities

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Academic paper

Environmental Standards and Stock Returns

AuthorsWilliam O. Brown; Xiaoli Gao; Yufeng Han; Dayong Huang; Fang Wang

Institute
  • University of North Carolina at Greensboro
  • ?University of North Carolina (UNC) at Greensboro
  • University of North Carolina at Charlotte
  • ?University of North Carolina (UNC) at Charlotte - Finance
  • ?University of North Carolina (UNC) at Greensboro - Bryan School of Business & Economics
  • Central Washington University
  • ?Central Washington University - College of Business

Strategy in a nutshell

The strategy uses ESG-related data from Refinitiv, filters out incomplete records, and applies Random Forest machine learning to predict monthly stock returns. Portfolios are built by longing high-return predictions and shorting low-return ones.

Economic rationale

Machine learning captures the hidden impact of detailed environmental indicators on stock performance better than aggregate ESG scores. This enhances predictive power and strengthens the link between sustainability and future returns.

Backtest performance

Annualised return16.08%
Volatility12.86%
Sharpe ratio1.25